Risk Malaise Alert -- Not How You Might Think:
Before we dive into any analysis we simply note that Microsoft Corporation (NASDAQ:MSFT) risk is actually priced pretty low by the option market as of right now. We'll detail it below -- but that's the lede -- the option market is reflecting a sort of risk malaise, for now, an IV30 of 20.61% versus the IV30 of the S&P 500 at 14.13%. The annual high for Microsoft Corporation IV30 is 35.69% -- and we're below that level. The alert here is low vol.
http://news.cmlviz.com/2018/02/28/risk-malaise-alert-in-option-market-microsoft-corporation-implied-price-swing-hits-a-lowered-level.html
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Wednesday, February 28, 2018
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